-22.0%
VST vs KDP
+39.5%
-61.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -0.2% |
| 7D | +6.6% | -0.8% | +7.4% | +6.5% |
| 30D | -12.4% | +9.7% | -22.1% | -9.3% |
| 3M | -9.0% | +17.6% | -26.6% | -4.2% |
| 6M | -6.4% | +25.8% | -32.2% | -0.9% |
| YTD | -17.2% | +33.9% | -51.1% | -11.0% |
| 1Y | -22.0% | +38.9% | -60.9% | -13.7% |
| All | -22.0% | +39.5% | -61.5% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KDP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling